Exchange Algo Developer – Insurance

Overview

In this hybrid London role, you will build greenfield buy- and sell-side trading algorithms for an insurance exchange. You will lead the development of pricing and risk models, applying advanced quantitative methods. You will write production-ready, object-oriented Python code and work closely with a small team to maximize impact. This is a chance to shape a pioneering global trading network and push the boundaries of financial technology.

Pay / Benefits

• hybrid working
• high compensation
• bonus

Responsibilities

• Develop and implement complex pricing and risk models
• Apply stochastic calculus, PDEs, Monte Carlo, statistics, and numerical methods for quantitative analysis
• Produce production-ready, OO Python code
• Collaborate with developers to build and refine trading algorithms
• Lead the logic and algorithms for execution in the market
• Contribute to greenfield development of buy- and sell-side trading strategies

Key requirements

• Experience in financial markets focused on trading and risk management within OTC or exchange trading
• MSc or PhD in a STEM subject
• Python
• Git/Github
• Experience in yield curves construction
• Knowledge of fixed income performance attribution methodologies

• Independent worker with ability to operate in a small team
• Strong analytical mindset
• Self-motivation and proactive problem-solving
• Python
• Object-oriented programming
• Stochastic calculus

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